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About Local Projection Impulse Response Function Reliability · Study

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PreprintAbout Local Projection Impulse Response Function Reliability

Luca Brugnolini2018

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Preprintgreen2018

About Local Projection Impulse Response Function Reliability

Luca Brugnolini

49 citations·0/0 files stored·SSRN Electronic Journal

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Monetary Policy and Economic Impact Forecasting Techniques and Applications Diverse Scientific and Economic Studies

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References

1980Macroeconomics and Reality 1991Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation 2012Measuring the Output Responses to Fiscal Policy 1999Chapter 2 Monetary policy shocks: What have we learned and to what end?2010An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area 2013Fiscal Multipliers in Recession and Expansion 2011NONLINEARITIES AND THE MACROECONOMIC EFFECTS OF OIL PRICES 2013Output Spillovers from Fiscal Policy

Cited by

2022Local Projections vs. VARs: Lessons From Thousands of DGPs 2023Bayesian Local Projections 2020The US labor share of income: what shocks matter?2021Comparison of local projection estimators for proxy vector autoregressions

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2016Macroeconomic Shocks and Their Propagationreport · 4 shared references 2017Fiscal Stimulus and Fiscal Sustainabilityreport · 4 shared references 2024State-dependent local projectionsarticle · 4 shared references 2020Bias in Local Projectionsarticle · 4 shared references 2016Time-Varying Volatility, Financial Intermediation and Monetary Policypreprint · 4 shared references 2022Revisiting the Monetary Transmission Mechanism Through an Industry-Level Differential Approacharticle · 4 shared references

Details

Year2018

Typepreprint

Published2018-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations49

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.2139/ssrn.3229218

openalex_workW2913388323

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